BRSC.L vs. FEV.L
Compare and contrast key facts about Blackrock Smaller Companies Trust plc (BRSC.L) and Fidelity European Values (FEV.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRSC.L or FEV.L.
Key characteristics
| BRSC.L | FEV.L | |
|---|---|---|
| YTD Return | 7.72% | 9.02% |
| 1Y Return | 19.11% | 14.50% |
| 3Y Return (Ann) | -9.74% | 9.25% |
| 5Y Return (Ann) | 3.13% | 11.84% |
| 10Y Return (Ann) | 8.47% | 11.63% |
| Sharpe Ratio | 1.18 | 1.11 |
| Daily Std Dev | 16.74% | 13.64% |
| Max Drawdown | -65.63% | -46.27% |
| Current Drawdown | -28.42% | -5.72% |
Fundamentals
| BRSC.L | FEV.L | |
|---|---|---|
| Market Cap | £688.60M | £1.58B |
| EPS | -£0.68 | £0.58 |
| Total Revenue (TTM) | £45.24M | £317.07M |
| Gross Profit (TTM) | £42.09M | £306.04M |
| EBITDA (TTM) | -£436.50K | £216.78M |
Correlation
The correlation between BRSC.L and FEV.L is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BRSC.L vs. FEV.L - Performance Comparison
In the year-to-date period, BRSC.L achieves a 7.72% return, which is significantly lower than FEV.L's 9.02% return. Over the past 10 years, BRSC.L has underperformed FEV.L with an annualized return of 8.47%, while FEV.L has yielded a comparatively higher 11.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BRSC.L vs. FEV.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackrock Smaller Companies Trust plc (BRSC.L) and Fidelity European Values (FEV.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
BRSC.L vs. FEV.L - Dividend Comparison
BRSC.L's dividend yield for the trailing twelve months is around 2.87%, more than FEV.L's 2.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRSC.L Blackrock Smaller Companies Trust plc | 2.87% | 2.93% | 2.69% | 1.58% | 1.87% | 1.87% | 2.33% | 1.76% | 1.93% | 0.02% | 0.02% | 1.21% |
FEV.L Fidelity European Values | 2.13% | 2.19% | 2.27% | 1.92% | 2.27% | 3.41% | 2.10% | 1.84% | 1.81% | 0.02% | 0.02% | 1.82% |
Drawdowns
BRSC.L vs. FEV.L - Drawdown Comparison
The maximum BRSC.L drawdown since its inception was -65.63%, which is greater than FEV.L's maximum drawdown of -46.27%. Use the drawdown chart below to compare losses from any high point for BRSC.L and FEV.L. For additional features, visit the drawdowns tool.
Volatility
BRSC.L vs. FEV.L - Volatility Comparison
Blackrock Smaller Companies Trust plc (BRSC.L) has a higher volatility of 5.42% compared to Fidelity European Values (FEV.L) at 4.79%. This indicates that BRSC.L's price experiences larger fluctuations and is considered to be riskier than FEV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BRSC.L vs. FEV.L - Financials Comparison
This section allows you to compare key financial metrics between Blackrock Smaller Companies Trust plc and Fidelity European Values. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities